7 tools from the Nephyr Risk MCP Server, categorised by risk level.
View the Nephyr Risk policy →calculate_ev Calculate the expected value of a YES contract after platform fees. Returns EV, edge (model prob − market price), fee per leg, round-trip fee, and ... calculate_fee Calculate the fee per leg for a given platform and contract price. Polymarket: flat 2% of price. Kalshi: 7% × P × (1−P). calculate_kelly_size Calculate the optimal position size for a prediction market trade using the Kelly criterion (quarter-Kelly by default). Returns the recommended dol... check_risk_status Check current risk management status. Returns ACTIVE (safe to trade), PAUSED (daily loss limit hit — resume tomorrow), or SHUTDOWN (max drawdown ex... get_exposure Summarise portfolio exposure relative to bankroll. Returns total exposure %, largest position %, number of positions, and a concentration risk flag... validate_trade Pre-trade risk check. Projects the worst case (total loss of proposed_size) and checks whether it would breach daily loss or drawdown limits. Retur... The Nephyr Risk MCP server exposes 7 tools across 2 categories: Read, Execute.
Use Intercept, the open-source MCP proxy. Write YAML rules for each tool — rate limits, argument validation, or deny rules — then run Intercept in front of the Nephyr Risk server.
Nephyr Risk tools are categorised as Read (6), Execute (1). Each category has a recommended default policy.
Deterministic policy on every MCP tool call. Per-identity grants. Full audit log.